+182.3%
WWD vs EFV
+95.9%
+86.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.4% |
| 7D | -2.6% | -0.8% | -1.8% | -1.8% |
| 30D | -6.9% | +0.6% | -7.6% | -7.5% |
| 3M | -13.0% | +7.5% | -20.6% | -18.9% |
| 6M | -12.5% | +13.0% | -25.5% | -21.6% |
| YTD | +11.8% | +18.3% | -6.5% | -3.9% |
| 1Y | +41.1% | +26.7% | +14.3% | +14.2% |
| 3Y | +163.1% | +89.6% | +73.5% | +48.2% |
| All | +182.3% | +95.9% | +86.4% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling